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Copula density estimation by finite mixture of parametric copula densities - MaRDI portal

Copula density estimation by finite mixture of parametric copula densities (Q5082781)

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scientific article; zbMATH DE number 7545724
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Copula density estimation by finite mixture of parametric copula densities
scientific article; zbMATH DE number 7545724

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    Copula density estimation by finite mixture of parametric copula densities (English)
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    21 June 2022
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    copula
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    dependence modeling
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    mixture model
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    maximum likelihood estimation
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    interior-point algorithm
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